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FS
2010
105views more  FS 2010»
15 years 4 months ago
Local time and the pricing of time-dependent barrier options
Abstract A time-dependent double-barrier option is a derivative security that delivers the terminal value φ(ST ) at expiry T if neither of the continuous time-dependent barriers b...
Aleksandar Mijatovic
PVLDB
2010
184views more  PVLDB 2010»
15 years 4 months ago
TimeTrails: A System for Exploring Spatio-Temporal Information in Documents
Spatial and temporal data have become ubiquitous in many application domains such as the Geosciences or life sciences. Sophisticated database management systems are employed to ma...
Jannik Strötgen, Michael Gertz
FORMATS
2010
Springer
15 years 4 months ago
Layered Composition for Timed Automata
Abstract. We investigate layered composition for real-time systems modelled as (networks of) timed automata (TA). We first formulate the principles of layering and transition indep...
Ernst-Rüdiger Olderog, Mani Swaminathan
166
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EUSFLAT
2009
134views Fuzzy Logic» more  EUSFLAT 2009»
15 years 3 months ago
Flow Line Systems with Possibilistic Data: a System with Waiting Time in Line Uncertain
This paper proposes to analyze two flow line systems in which we include possibilistic data -the priority-discipline is possibilistic instead of probabilistic- and measure the perf...
David de la Fuente, María José Pardo
ICC
2009
IEEE
15 years 3 months ago
Multiple-Ring Based Modeling and Simulation of Wideband Space-Time-Frequency MIMO Channels
In this paper, based on the concept of the Tapped Delay Line (TDL) structure, we first propose a new wideband multiple-ring Multiple Input Multiple Output (MIMO) channel reference ...
Xiang Cheng, Cheng-Xiang Wang, David I. Laurenson